+25.8%
ON vs PLUG
-97.1%
+123.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.8% | +9.0% | +2.0% |
| 7D | +17.0% | -8.1% | +25.2% | +18.8% |
| 30D | -3.9% | -20.5% | +16.7% | +0.6% |
| 3M | -11.5% | -45.9% | +34.3% | -0.1% |
| 6M | -29.2% | -65.2% | +36.0% | -13.0% |
| YTD | +36.2% | -37.1% | +73.2% | +45.1% |
| 1Y | +49.6% | -54.6% | +104.2% | +69.1% |
| 3Y | +9.4% | -64.9% | +74.3% | +4.4% |
| 5Y | +25.8% | -97.1% | +122.9% | +128.0% |
| All | +25.8% | -97.1% | +123.0% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling